Stephen, if you're talking about taking a dashboard from one file and adding it to another file, then no this is not currently possible. You can get a worksheet to another file using the bookmark route, but then when you get all the worksheets into the other file you'll have to recreate the dashboard.
If you find this a bit cumbersome, you're not alone! There are two ideas started dealing with this issue Bookmarking Improvements and Copy/paste Dashboards. They are essentially the same idea, too bad the votes can't be combined.